Cholesky decomposition of a hyper inverse Wishart matrix
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Publication:4949543
DOI10.1093/biomet/87.1.99zbMath0974.62047MaRDI QIDQ4949543
Publication date: 16 December 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.1.99
Cholesky decomposition; decomposable graph; conjugate distribution; covariance selection model; hyper-Markov distribution; strong hyper-Markov property
62H05: Characterization and structure theory for multivariate probability distributions; copulas
05C90: Applications of graph theory
15B52: Random matrices (algebraic aspects)
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